Central limit theorems for multiple stochastic integrals and Malliavin calculus

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dc.creatorNualart, David
dc.creatorOrtiz, Salvador
dc.date2007-03-08
dc.date2007-03-09
dc.date.accessioned2026-07-07T07:50:53Z
dc.date.available2026-07-07T07:50:53Z
dc.descriptionWe give a new characterization for the convergence in distribution to a standard normal law of a sequence of multiple stochastic integrals of a fixed order with variance one, in terms of the Malliavin derivatives of the sequence. We extend our result to the multidimensional case and prove a weak convergence result for a sequence of square integrable random variables.
dc.description16 pages
dc.identifierhttps://arxiv.org/abs/math/0703240
dc.identifierhttp://arxiv.org/abs/math/0703240
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/125322
dc.subjectProbability
dc.subject60F05, 60G15
dc.titleCentral limit theorems for multiple stochastic integrals and Malliavin calculus
dc.typetext

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